Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-04-27 0.343038 0.375877 0.411763 0.454120 0.503050 0.558167 0.625476
2025-05-04 0.305707 0.348382 0.397809 0.460009 0.537248 0.631468 0.757450
2025-05-11 0.280313 0.329132 0.388278 0.466631 0.569961 0.705037 0.901263
2025-05-18 0.252622 0.303115 0.366348 0.453423 0.573754 0.740076 0.999174
2025-05-25 0.228990 0.279452 0.344317 0.436471 0.568836 0.760666 1.078499
2025-06-01 0.216007 0.268099 0.336844 0.437685 0.588509 0.818539 1.226865
2025-06-08 0.209462 0.264466 0.339033 0.452128 0.628744 0.913667 1.461037
2025-06-15 0.200589 0.256794 0.334677 0.456117 0.652844 0.986156 1.674313
2025-06-22 0.190920 0.247217 0.326657 0.453443 0.665382 1.040279 1.866950
2025-06-29 0.182296 0.238486 0.319091 0.450517 0.676750 1.093753 2.075260
2025-07-06 0.171742 0.226309 0.305506 0.436626 0.667183 1.105308 2.189230
2025-07-13 0.167337 0.222831 0.304755 0.443486 0.695315 1.196671 2.538907
2025-07-20 0.161585 0.217213 0.300609 0.444783 0.714372 1.275495 2.900869
2025-07-27 0.155945 0.211432 0.295790 0.444428 0.730179 1.350816 3.295930
2025-08-03 0.151478 0.207172 0.293072 0.447437 0.752988 1.447794 3.827886
2025-08-10 0.143891 0.197714 0.281368 0.433310 0.738905 1.451844 4.023388
2025-08-17 0.136331 0.187980 0.268723 0.416563 0.717548 1.433743 4.124673
2025-08-24 0.132651 0.184172 0.265643 0.417233 0.733514 1.517180 4.727972
2025-08-31 0.131532 0.184330 0.269131 0.430445 0.778739 1.693300 5.968779
2025-09-07 0.128758 0.181688 0.267690 0.434018 0.802631 1.815570 7.104026
2025-09-14 0.125121 0.177482 0.263317 0.431452 0.811734 1.895354 8.105632
2025-09-21 0.121670 0.173440 0.259015 0.428688 0.820023 1.975476 9.265849
2025-09-28 0.116795 0.166877 0.249989 0.415728 0.801581 1.960647 9.637437